+402.8%
WPM vs ZCMD
-100.0%
+502.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +7.0% | -1.4% | +8.4% | +7.0% |
| 30D | +15.7% | -21.6% | +37.3% | +16.0% |
| 3M | +35.2% | -67.4% | +102.6% | +34.4% |
| 6M | +6.1% | -99.4% | +105.5% | +10.5% |
| YTD | +32.6% | -99.7% | +132.3% | +39.9% |
| 1Y | +46.9% | -99.9% | +146.8% | +57.0% |
| 3Y | +276.3% | -100.0% | +376.3% | +326.2% |
| 5Y | +260.0% | -100.0% | +360.0% | +308.9% |
| All | +402.8% | -100.0% | +502.8% | +520.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling